complexType "FxPerformanceSwap"

Namespace:	http://www.fpml.org/FpML-5/reporting
Content:	complex, 1 attribute, 21 elements
Defined:	globally in fpml-fx-5-10.xsd; see XML source
Includes:	definitions of 15 elements
Used:	at 2 locations

Content Model Diagram

XML Representation Summary

<...

xsd:ID

Content:

</...>

Content Model Elements (21):

additionalPayment (defined in FxPerformanceSwap complexType),

annualizationFactor (defined in FxPerformanceSwap complexType),

assetClass (defined in Product.model group),

cashSettlement (defined in FxPerformanceSwap complexType),

embeddedOptionType,

fixedLeg (defined in FxPerformanceSwap complexType),

fixingInformationSource (defined in FxPerformanceSwap complexType),

fixingSchedule (defined in FxPerformanceSwap complexType),

floatingLeg (defined in FxPerformanceSwap complexType),

meanAdjustment,

notional (defined in FxPerformanceSwap complexType),

numberOfReturns,

primaryAssetClass (defined in Product.model group),

productId (defined in Product.model group),

productType (defined in Product.model group),

quotedCurrencyPair (defined in FxPerformanceSwap complexType),

secondaryAssetClass (defined in Product.model group),

settlementDate (defined in FxPerformanceSwap complexType),

valuationDate (defined in FxPerformanceSwap complexType),

valuationDateOffset,

vegaNotional

All Direct / Indirect Based Elements (2):

fxVarianceSwap, fxVolatilitySwap

Known Usage Locations

As direct type of elements (2):

fxVarianceSwap, fxVolatilitySwap

Annotation

Describes an FX volatility and variance swap.

Type Definition Detail

Type Derivation Tree

Product (extension)

FxPerformanceSwap

XML Source (w/o annotations (17); see within schema source)

<xsd:complexType name="FxPerformanceSwap">

<xsd:complexContent>

<xsd:extension base="Product">

<xsd:sequence>

<xsd:element minOccurs="0" name="quotedCurrencyPair" type="QuotedCurrencyPair"/>

<xsd:element minOccurs="0" name="vegaNotional" type="NonNegativeMoney"/>

<xsd:element minOccurs="0" name="notional" type="NonNegativeMoney"/>

<xsd:element minOccurs="0" name="fixedLeg" type="FxPerformanceFixedLeg"/>

<xsd:element minOccurs="0" name="floatingLeg" type="FxPerformanceFloatingLeg"/>

<xsd:element minOccurs="0" name="fixingInformationSource" type="FxSpotRateSource"/>

<xsd:element minOccurs="0" name="fixingSchedule" type="FxFixingScheduleSimple"/>

<xsd:choice minOccurs="0">

<xsd:element name="valuationDate" type="xsd:date"/>

<xsd:element name="valuationDateOffset" type="FxValuationDateOffset"/>

</xsd:choice>

<xsd:element minOccurs="0" name="settlementDate" type="AdjustableOrAdjustedDate"/>

<xsd:element minOccurs="0" name="annualizationFactor" type="xsd:decimal"/>

<xsd:element minOccurs="0" name="meanAdjustment" type="xsd:boolean"/>

<xsd:element minOccurs="0" name="numberOfReturns" type="xsd:nonNegativeInteger"/>

<xsd:element maxOccurs="unbounded" minOccurs="0" name="additionalPayment" type="Payment"/>

<xsd:element minOccurs="0" name="cashSettlement" type="FxCashSettlementSimple"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 15/21)

additionalPayment

Type:

Payment, complex content

Additional Payment means, in respect of an FX Transaction, where such fee is required, and a Transaction Fee Payment Date, the amount, if any, that is specified or otherwise determined as provided in the related Confirmation and, subject to any applicable condition precedent, is payable by one party to the other as further specified or otherwise determined as provided in the related Confirmation on the Transaction Fee Payment Date or on each Transaction Fee Payment Date if more than one is specified, for value on such date.